Is this a new or used bike? If you are using 9/16 pedals installed properly, then it is possible that the cranks have become worn or damaged before you got it.
There is also a third, obsolete pedal thread, 14 mm x 1.25 mm thread. There aren't a lot of them around, but they are very close to the 9/16 thread, but slightly undersized. You might run into them with a random very vintage spare parts selection.
Anyway, make sure you are using good "new" pedals.
Some exercise bikes use proprietary parts that are hard to source. I'm doubting they would use non-standard pedals, but you may need to replace a crankset, or it is possible to helicoil damaged pedal threads if necessary.